Forecasting high-frequency volatility shocks : an analytical real-time monitoring system

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Bibliographic Information

Title
"Forecasting high-frequency volatility shocks : an analytical real-time monitoring system"
Statement of Responsibility
Holger Kömm
Publisher
  • Springer Gabler
Publication Year
  • c2016
Book size
21 cm
Series Name / No
  • : pbk

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Notes

Bibliography: p. 159-171

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